A sequential particle filter method for static models
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Publication:4455350
DOI10.1093/biomet/89.3.539zbMath1036.62062OpenAlexW2137307912MaRDI QIDQ4455350
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://crest.science/RePEc/wpstorage/2000-45.pdf
importance samplingMarkov chain Monte Carloparallel processingmixture modelparticle filterMetropolis-Hastingsbatch importance sampling
Generalized linear models (logistic models) (62J12) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Sequential estimation (62L12)
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